The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers, and data scientists seeking to …
Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange …
This is an examples-driven treatment of introductory economic dynamics for students with a basic familiarity of spreadsheets. Shone approaches the …
This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time …
The formal theory of bargaining originated with John Nash's work in the early 1950s. This book discusses two recent developments …
This text is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. It can …
This major new textbook is intended for students taking introductory courses in probability theory and statistical inference. The primary objective …
Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a …
Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major …
the cutting-edge study guide to Hill, Griffiths, and Lim's Principles of Econometrics, incorporates the capabilities of Stata software to practically …
Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year …
During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book …
Enders's book is really boon in time series world. First, you no need to worry; the book is not as …
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Applied Econometric …
Reflecting current technological capacities and analytical trends, this book/CD-ROM package showcases Monte Carlo and nonparametric statistical methods for models, simulations, …
Highlights Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. Features practical …
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICSIn recent years, the availability of high-frequency data and advances in computing have allowed financial …
